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~isPartOf:"Quantitative finance"
~person:"Carroll, Ray"
~person:"Cooper, John C. B."
~subject:"Portfolio-Management"
~subject:"Prognoseverfahren"
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Optimal asset allocation for outperforming a stochastic benchmark target
Ni, Chendi
;
Li, Yuying
;
Forsyth, Peter A.
;
Carroll, Ray
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1595-1626
Persistent link: https://www.econbiz.de/10013367937
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